DO-AHEAD TIP: Prepare tartar sauce and refrigerate for 20 minutes (see recipe).
Prepare tartar sauce: In a medium bowl, whisk together first 9 ingredients (mayonnaise through lemon zest and juice); cover and refrigerate for 20 minutes before serving.
Preheat oven broiler or grill to MEDIUM-HIGH. Coat tuna steaks in the olive oil then sprinkle both sides with salt and pepper. Place under broiler or on grill and cook for 5 minutes per side or until cooked to desired level of doneness.
Serve fish with tartar sauce.